Mean-field games with a major player;Jeux à champ moyen avec agent dominant

Comptes Rendus Mathematique

Volumn 356, Issue 8, 2018, Pages 886-890

  Lasry, Jean Michel ^a   Lions, Pierre Louis ^b  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

^b Centre de Recherche Interdisciplinaire en Biologie   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85048748466     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.crma.2018.06.001     Document Type: Article

References (9)

1. Bensoussan, A., Chau, M.H.M., Yan, S.C.P., Mean field games with a dominating player. arXiv:1404.4148v2, 2014.
2. Cardaliaguet, P., Notes on mean field games. PDF file at http://www.ceremade.dauphine.fr/~cardaliaguet, 2013.
3. Carmona, R., Delarue, F., Probabilistic Theory of Mean Field Games with Applications I–II. 2018, Springer.
4. Huang, M., Malhamé P.P., Gaines, P.E., Large population stochastic dynamics games. Commun. Inf. Syst. 6 (2006), 221–252.
5. Krusell, P., Sinith, A.D., Income and wealth heterogeneity in the macroeconomy. J. Polit. Econ. 106 (1998), 867–896.
6. Lasry, J-M., Lions, P-L., Jeux à champ moyen I. Le cas stationnaire. C. R. Acad. Sci. Paris, Ser. I 343 (2006), 619–625.
7. Lasry, J-M., Lions, P-L., Jeux à champ moyen II. Horizon fini et contrôle optimal. C. R. Acad. Sci. Paris, Ser. I 343 (2006), 679–684.
8. Lasry, J-M., Lions, P-L., Mean field games. Jpn. J. Math. 2 (2007), 229–260.
9. Lions, P-L., Videos and abstracts at http://www.college-de-france.fr/site/pierre-louis-lions, 2007–2012.